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Theory and Method

A Critique of Some Ridge Regression Methods

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Pages 74-81 | Published online: 12 Mar 2012

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Esteban Walker & JeffreyB. Birch. (1988) Influence Measures in Ridge Regression. Technometrics 30:2, pages 221-227.
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DavidA. Belsley. (1984) Demeaning Conditioning Diagnostics through Centering. The American Statistician 38:2, pages 73-77.
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Brian F. Pendleton, Isadore Newman & Rodney S. Marshall. (1983) A monte carlo approach to correlational spuriousness and ratio variables . Journal of Statistical Computation and Simulation 18:2-3, pages 93-124.
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Lawrence Peele & ThomasP. Ryan. (1982) Minimax Linear Regression Estimators With Application to Ridge Regression. Technometrics 24:2, pages 157-159.
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M.F. Egerton & P.J. Laycock. (1981) Some Criticisms of Stochastic Shrinkage and Ridge Regression, With Counterexamples. Technometrics 23:2, pages 155-159.
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